© 1990 by Biometrika Trust
MISCELLANEA |
On the construction of a parameter orthogonal to the mean
Department of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario N2L 3G1, Canada
It is shown that for many parametric families the condition for a parameter to be orthogonal to the mean takes on a particularly simple form. As a result, it is often possible to obtain analytically an explicit orthogonal parameter, thus providing insight into the many situations involving parametric families in which such a parameter is known to exist. Orthogonal parameterizations are then given for some other models.
Key Words: Compound distribution Convolution Maximum likelihood estimation Power series distribution Thomas distribution